In Turkey we have… I think sheep brains? They’re a meal though, not really “snacks”.
To be honest, our ancestors would be just fine eating the internal organs of the animals they killed (liver, lung, brain…). Successful hunts being probably rare, fresh kill was really limited so you’d better eat as much of it as possible.
I’ve no idea why some cultures developed a distaste for viscera, they’re a good source of sugar (liver) and fat (brain).